Great topic! Sort of cuts to the chase, and says a lot about the quality of certain series and game developers. I don't think I ever have played ALL the games in a given series. Some were too easy or too "dark" or simply didn't appeal to me. A few crashed or wouldn't run properly or cut off the screen or some other nonsense. For that reason, I always play the Demo first, even if I have enjoyed other games in a series.
In alphabetical order, not order of preference:
Dark Parables: 12 games. These are quite good, but every one is like all the rest, so you have to space them out or the repetitiveness gets to you.
Lost Lands: All 5 games issued so far (that I know of, at least). Most reliably excellent series!
Mystery Case Files: 12 This series has a few stinkers in it, but overall, a good record. (I got hooked into this series with the Ravenhurst ones.)
Mystery Trackers: Played only 9 of the 12 I've seen offered (Some were too predictable, too easy, got too repetitive.)
Nevertales: Played the 6 I've seen. Almost every one a gem!
Phantasmat: Played 9 of the 12 I've seen. Long series, with a few gems as well as a few losers. (Half were so-so, so I am kind of "off" this series at the moment.)
Sable Maze: Played 7 of them,not all. This series can be uneven. (Some favorites, some buggy or too easy.)
Shiver: Only four games I know of but ALL were terrific.
Surface: Another good series. Of the 11 I know about, I've played 8. Some weren't great, but others got my highest rating.